Numerical approximation of a time-fractional Black-Scholes equation.

Zhongdi Cen Jian Huang Aimin Xu Anbo Le

Published in: Comput. Math. Appl. (2018)

Keyphrases

black scholes
numerical methods
differential equations
option pricing
partial differential equations
finite difference
dynamical systems
sensitivity analysis
level set method
expert systems
computational intelligence
short term